ECBOT 30 Year Treasury Bond Future December 2016
Trading Metrics calculated at close of trading on 03-Jun-2016 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2016 |
03-Jun-2016 |
Change |
Change % |
Previous Week |
Open |
163-13 |
165-11 |
1-30 |
1.2% |
162-02 |
High |
163-13 |
165-11 |
1-30 |
1.2% |
165-11 |
Low |
163-13 |
165-11 |
1-30 |
1.2% |
162-02 |
Close |
163-13 |
165-11 |
1-30 |
1.2% |
165-11 |
Range |
|
|
|
|
|
ATR |
0-23 |
0-25 |
0-03 |
12.4% |
0-00 |
Volume |
0 |
1 |
1 |
|
1 |
|
Daily Pivots for day following 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165-11 |
165-11 |
165-11 |
|
R3 |
165-11 |
165-11 |
165-11 |
|
R2 |
165-11 |
165-11 |
165-11 |
|
R1 |
165-11 |
165-11 |
165-11 |
165-11 |
PP |
165-11 |
165-11 |
165-11 |
165-11 |
S1 |
165-11 |
165-11 |
165-11 |
165-11 |
S2 |
165-11 |
165-11 |
165-11 |
|
S3 |
165-11 |
165-11 |
165-11 |
|
S4 |
165-11 |
165-11 |
165-11 |
|
|
Weekly Pivots for week ending 03-Jun-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
174-03 |
173-00 |
167-05 |
|
R3 |
170-26 |
169-23 |
166-08 |
|
R2 |
167-17 |
167-17 |
165-30 |
|
R1 |
166-14 |
166-14 |
165-21 |
167-00 |
PP |
164-08 |
164-08 |
164-08 |
164-17 |
S1 |
163-05 |
163-05 |
165-01 |
163-23 |
S2 |
160-31 |
160-31 |
164-24 |
|
S3 |
157-22 |
159-28 |
164-14 |
|
S4 |
154-13 |
156-19 |
163-17 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
165-11 |
2.618 |
165-11 |
1.618 |
165-11 |
1.000 |
165-11 |
0.618 |
165-11 |
HIGH |
165-11 |
0.618 |
165-11 |
0.500 |
165-11 |
0.382 |
165-11 |
LOW |
165-11 |
0.618 |
165-11 |
1.000 |
165-11 |
1.618 |
165-11 |
2.618 |
165-11 |
4.250 |
165-11 |
|
|
Fisher Pivots for day following 03-Jun-2016 |
Pivot |
1 day |
3 day |
R1 |
165-11 |
164-27 |
PP |
165-11 |
164-10 |
S1 |
165-11 |
163-26 |
|